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The factor structure in equity options
Christoffersen, Peter F.; Fournier, Mathieu; Jacobs, Kris - In: The review of financial studies 31 (2018) 2, pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
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Illiquidity premia in the equity options market
Christoffersen, Peter F.; Goyenko, Ruslan; Jacobs, Kris; … - In: The review of financial studies 31 (2018) 3, pp. 811-851
Persistent link: https://www.econbiz.de/10011925271
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Do shareholders rights affect the cost of bank loans?
Chava, Sudheer; Livdan, Dmitry; Purnanandam, Amiyatosh - In: The review of financial studies 22 (2009) 8, pp. 2993-3003
Persistent link: https://www.econbiz.de/10003868520
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Is default risk negatively related to stock returns?
Chava, Sudheer; Purnanandam, Amiyatosh - In: The review of financial studies 23 (2010) 6, pp. 2523-2599
Persistent link: https://www.econbiz.de/10003976077
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Managerial agency and bond convenants
Chava, Sudheer; Kumar, Praveen; Warga, Arthur D. - In: The review of financial studies 23 (2010) 3, pp. 1120-1148
Persistent link: https://www.econbiz.de/10003959217
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Volatility dynamics for the S&P500 : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.; Jacobs, Kris; Mimouni, Karim - In: The review of financial studies 23 (2010) 8, pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
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Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.; Heston, Steven L.; Jacobs, Kris - In: The review of financial studies 26 (2013) 8, pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
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Shocked by bank funding shocks : evidence from consumer credit cards
Chava, Sudheer; Ganduri, Rohan; Paradkar, Nikhil; Zeng, … - In: The review of financial studies 36 (2023) 10, pp. 3906-3952
Persistent link: https://www.econbiz.de/10014392041
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The state price density implied by crude oil futures and option prices
Christoffersen, Peter F.; Jacobs, Kris; Pan, Xuhui - In: The review of financial studies 35 (2022) 2, pp. 1064-1103
Persistent link: https://www.econbiz.de/10012878983
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Financial constraints, monetary policy shocks, and the cross-section of equity returns
Chava, Sudheer; Hsu, Alex - In: The review of financial studies 33 (2020) 9, pp. 4367-4402
Persistent link: https://www.econbiz.de/10012387375